+318.8%
COHR vs ZETA
+239.2%
+79.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | +10.9% | -6.5% | +17.4% | +12.4% |
| 30D | -10.8% | +4.8% | -15.6% | -12.2% |
| 3M | -17.4% | +53.3% | -70.7% | -26.4% |
| 6M | +12.5% | +66.8% | -54.3% | -3.6% |
| YTD | +58.8% | +50.2% | +8.7% | +37.9% |
| 1Y | +183.3% | +62.0% | +121.2% | +139.8% |
| 3Y | +783.0% | +276.4% | +506.7% | +477.9% |
| 5Y | +377.2% | +341.6% | +35.6% | +193.0% |
| All | +318.8% | +239.2% | +79.6% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling